ESIH.DE vs. SXR8.DE
ESIH.DE (iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - ESIH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ESIH.DE returned 5.74%/yr vs 14.77%/yr for SXR8.DE. At a 0.40 correlation, their price movements are largely independent. ESIH.DE charges 0.18%/yr vs 0.07%/yr for SXR8.DE.
Performance
ESIH.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESIH.DE achieves a -2.35% return, which is significantly lower than SXR8.DE's 11.37% return.
ESIH.DE
- 1D
- 3.10%
- 1M
- 0.16%
- YTD
- -2.35%
- 6M
- -1.01%
- 1Y
- 6.11%
- 3Y*
- 2.72%
- 5Y*
- 5.74%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ESIH.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIH.DE iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) | -2.35% | 7.95% | 4.09% | 7.63% | -4.59% | 25.93% | -0.69% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 1.05% |
Correlation
The correlation between ESIH.DE and SXR8.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.40 |
The correlation between ESIH.DE and SXR8.DE shifts across timeframes, from 0.24 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESIH.DE vs. SXR8.DE — Risk / Return Rank
ESIH.DE
SXR8.DE
ESIH.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ESIH.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 3.58 | -3.11 |
| Martin ratioReturn relative to average drawdown | 1.05 | 12.71 | -11.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ESIH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 2.21 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.96 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.79 | -0.39 |
Drawdowns
ESIH.DE vs. SXR8.DE - Drawdown Comparison
The maximum ESIH.DE drawdown since its inception was -26.69%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ESIH.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| ESIH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.69% | -33.78% | +7.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -7.13% | -5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -23.32% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.69% | -23.32% | -3.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -10.96% | -0.45% | -10.51% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -5.17% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 2.01% | +3.74% |
Volatility
ESIH.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) has a higher volatility of 5.87% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that ESIH.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESIH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 2.65% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 7.57% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 11.56% | +5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 15.16% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 16.09% | -0.48% |
ESIH.DE vs. SXR8.DE - Expense Ratio Comparison
ESIH.DE has a 0.18% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESIH.DE vs. SXR8.DE - Dividend Comparison
Neither ESIH.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIH.DE and SXR8.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIH.DE.
ESIH.DE is categorized as Health & Biotech Equities, while SXR8.DE is S&P 500. ESIH.DE tracks MSCI World/Health Care NR USD, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.18% for ESIH.DE and 0.07% for SXR8.DE.
Find the right allocation for ESIH.DE and SXR8.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer